\uc774 \uae00\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud1b5\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ucd08\ubd80\ud130 \uc2ec\ud654\uae30\uc220\uae4c\uc9c0 \ub2e4\ub8e8\uba70, \ud2b9\ud788 \ub300\uc548\uc801 \uc21c\ud658 \uc2e0\uacbd\ub9dd \uad6c\uc870\uc5d0 \ub300\ud55c \ub0b4\uc6a9\uc744 \uc911\uc810\uc801\uc73c\ub85c \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ucd5c\uadfc \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uc911\uc694\uc131\uc774 \ub192\uc544\uc9d0\uc5d0 \ub530\ub77c, \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uae30\uc220\uc744 \uc811\ubaa9\ud55c \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c \uac1c\ubc1c\uc774 \ud65c\uc131\ud654\ub418\uace0 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \ubbf8\ub9ac \uc124\uc815\ub41c \uc870\uac74\uc5d0 \ub530\ub77c \uc790\ub3d9\uc73c\ub85c \ub9e4\ub9e4\ub97c \uc2e4\ud589\ud558\ub294 \uc2dc\uc2a4\ud15c\uc785\ub2c8\ub2e4. \uc774\ub7ec\ud55c \ub9e4\ub9e4\uc758 \uc218\ud589\uc740 \uc218\ub9ce\uc740 \ub370\uc774\ud130\ub97c \uc2e0\uc18d\ud558\uac8c \ubd84\uc11d\ud558\uace0 \ucc98\ub9ac\ud558\ub294 \ub2a5\ub825\uc774 \ud544\uc218\uc801\uc785\ub2c8\ub2e4. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uae30\uc220\uc740 \uc774\ub7ec\ud55c \ub370\uc774\ud130 \ubd84\uc11d\uc744 \ub354\uc6b1 \uc815\uad50\ud558\uac8c \ub9cc\ub4e4\uc5b4 \uc8fc\uba70, \uc2dc\uc7a5\uc758 \ud328\ud134\uc744 \uc778\uc2dd\ud558\uace0 \uc608\uce21\ud558\ub294 \ub370 \ud070 \ub3c4\uc6c0\uc744 \uc90d\ub2c8\ub2e4.<\/p>\n
\uba38\uc2e0\ub7ec\ub2dd\uc740 \ucef4\ud4e8\ud130\uac00 \ub370\uc774\ud130\uc5d0\uc11c \ud559\uc2b5\ud558\uc5ec \uc608\uce21\uc774\ub098 \uacb0\uc815\uc744 \ub0b4\ub9b4 \uc218 \uc788\ub3c4\ub85d \ud558\ub294 \uc778\uacf5\uc9c0\ub2a5\uc758 \ud55c \ubd84\uc57c\uc785\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc740 \uacfc\uac70\uc758 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uc5ec \uc2dc\uc7a5\uc758 \ub3d9\ud5a5\uc744 \uc608\uce21\ud558\uace0, \uc774\uc5d0 \uae30\ubc18\ud55c \ub9e4\ub9e4 \uc804\ub7b5\uc744 \uc218\ub9bd\ud558\uac8c \ub429\ub2c8\ub2e4.<\/p>\n
\ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud558\uc704 \ubd84\uc57c\ub85c, \uc778\uacf5\uc2e0\uacbd\ub9dd \uad6c\uc870\ub97c \ud65c\uc6a9\ud558\uc5ec \ub370\uc774\ud130\uc5d0\uc11c \ud2b9\uc9d5\uc744 \ucd94\ucd9c\ud558\uace0 \ubcf5\uc7a1\ud55c \ud328\ud134\uc744 \ud559\uc2b5\ud558\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \ub525\ub7ec\ub2dd \ubaa8\ub378\uc740 \ud2b9\ud788 \uc774\ubbf8\uc9c0 \uc778\uc2dd, \uc790\uc5f0\uc5b4 \ucc98\ub9ac\ubfd0\ub9cc \uc544\ub2c8\ub77c \uae08\uc735 \ub370\uc774\ud130\uc758 \ubd84\uc11d\uc5d0\uc11c\ub3c4 \ud6a8\uacfc\uc801\uc73c\ub85c \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/p>\n
\uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \uc0ac\uc6a9\ub418\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd \uae30\uc220\uc740 \ub2e4\uc591\ud569\ub2c8\ub2e4. \uc774 \uc139\uc158\uc5d0\uc11c\ub294 \uadf8 \uc911 \uba87 \uac00\uc9c0 \uc8fc\uc694 \ubc29\ubc95\ub860\uc744 \uc18c\uac1c\ud569\ub2c8\ub2e4.<\/p>\n
\ud68c\uadc0 \ubd84\uc11d\uc740 \ud2b9\uc815 \ubcc0\uc218\uc640 \uacb0\uacfc \uac04\uc758 \uad00\uacc4\ub97c \ubaa8\ub378\ub9c1\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c\ub294 \uac00\uaca9 \uc608\uce21, \uc218\uc775\uc131 \ubaa8\ub378\ub9c1 \ub4f1\uc5d0 \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \uba38\uc2e0\ub7ec\ub2dd \ud68c\uadc0 \ubaa8\ub378\uc744 \ud65c\uc6a9\ud558\uba74 \ub2e4\uc218\uc758 \uacbd\uc81c \uc9c0\ud45c\uc640 \uacfc\uac70 \uac00\uaca9 \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ubbf8\ub798 \uac00\uaca9\uc744 \uc608\uce21\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
\ubd84\ub958 \uc54c\uace0\ub9ac\uc998\uc740 \uc8fc\uc5b4\uc9c4 \ub370\uc774\ud130 \ud3ec\uc778\ud2b8\ub97c \ud2b9\uc815 \uce74\ud14c\uace0\ub9ac\ub85c \ubd84\ub958\ud558\ub294 \ub370 \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c\ub294 \uc8fc\uc2dd\uc758 \uc0c1\uc2b9, \ud558\ub77d\uc744 \ubd84\ub958\ud558\uae30 \uc704\ud574 SVM, \ub79c\ub364 \ud3ec\ub808\uc2a4\ud2b8, \ub525\ub7ec\ub2dd \uae30\ubc18\uc758 \uc2e0\uacbd\ub9dd \ub4f1\uc744 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
\uc2dc\uacc4\uc5f4 \ubd84\uc11d\uc740 \uc2dc\uac04\uc5d0 \ub530\ub978 \ub370\uc774\ud130\uc758 \ubcc0\ud654\ub97c \ubaa8\ub378\ub9c1\ud558\ub294 \uae30\ubc95\uc73c\ub85c, \uae08\uc735 \ub370\uc774\ud130 \uc608\uce21\uc5d0 \ub9e4\uc6b0 \uc720\uc6a9\ud569\ub2c8\ub2e4. ARIMA, GARCH \ubaa8\ub378\uacfc \ub354\ubd88\uc5b4 LSTM(Long Short-Term Memory) \uac19\uc740 \ub525\ub7ec\ub2dd \uad6c\uc870\uac00 \uc790\uc8fc \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \uc774\ub7ec\ud55c \uad6c\uc870\ub294 \uc7a5\uae30\uc801\uc778 \uc758\uc874\uc131\uc744 \ubaa8\ub378\ub9c1\ud558\ub294 \ub370 \uac15\uc810\uc744 \uac00\uc9d1\ub2c8\ub2e4.<\/p>\n
\ub300\uc548\uc801 \uc21c\ud658 \uc2e0\uacbd\ub9dd(Alternative Recurrent Neural Network, ARNN)\uc740 \uae30\uc874 RNN(\uc21c\ud658 \uc2e0\uacbd\ub9dd)\uc758 \ub2e8\uc810\uc744 \ubcf4\uc644\ud560 \uc218 \uc788\ub294 \uc0c8\ub85c\uc6b4 \uc811\uadfc\ubc95\uc785\ub2c8\ub2e4. \uc774 \uc139\uc158\uc5d0\uc11c\ub294 ARNN\uc758 \uad6c\uc870, \uc791\ub3d9 \ubc29\uc2dd, \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c\uc758 \ud65c\uc6a9 \ub4f1\uc744 \ub2e4\ub8f9\ub2c8\ub2e4.<\/p>\n
ARNN\uc740 \uae34 \uc2dc\ud000\uc2a4 \ub370\uc774\ud130\uc5d0 \ub300\ud55c \ud559\uc2b5\uc744 \uac1c\uc120\ud558\uae30 \uc704\ud574 \uc124\uacc4\ub41c \uc2e0\uacbd\ub9dd\uc785\ub2c8\ub2e4. \uc804\ud1b5\uc801\uc778 RNN\uc740 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \uae34 \uc758\uc874\uc131\uc744 \ucc98\ub9ac\ud558\ub294 \ub370 \ud55c\uacc4\uac00 \uc788\uc5c8\uc73c\ub098, ARNN\uc740 \uc774\ub7ec\ud55c \ubb38\uc81c\ub97c \uadf9\ubcf5\ud558\uae30 \uc704\ud574 \ub2e4\uc591\ud55c \uae30\ubc95\uc744 \ub3c4\uc785\ud558\uc600\uc2b5\ub2c8\ub2e4.<\/p>\n
ARNN\uc740 \uae30\ubcf8\uc801\uc73c\ub85c \uc5ec\ub7ec \uce35\uc758 RNN \uc720\ub2db\uc73c\ub85c \uad6c\uc131\ub418\uba70, \uac01 \uc720\ub2db\uc740 \uc774\uc804 \uc720\ub2db\uc758 \ucd9c\ub825\uc744 \uc785\ub825\uc73c\ub85c \ubc1b\uc544\ub4e4\uc785\ub2c8\ub2e4. \uc774\ub294 \uc815\ubcf4\uc758 \ud750\ub984\uc774 \ub354 \ub9e4\ub044\ub7fd\uace0 \ud6a8\uc728\uc801\uc784\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4. \ub610\ud55c, ARNN\uc740 LSTM \ubc0f GRU\uc640 \uac19\uc740 \uc140 \uad6c\uc870\ub97c \ud1b5\ud569\ud558\uc5ec \uc815\ubcf4 \uc190\uc2e4\uc744 \ucd5c\uc18c\ud654\ud569\ub2c8\ub2e4.<\/p>\n
\uc774\ubc88 \uc139\uc158\uc5d0\uc11c\ub294 ARNN\uc744 \uae30\ubc18\uc73c\ub85c \ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uc218\ub9bd\ud558\ub294 \uacfc\uc815\uc5d0 \ub300\ud574 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n
\uae08\uc735 \ub370\uc774\ud130\ub294 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ucd08\uc785\ub2c8\ub2e4. Yahoo Finance, Google Finance \ub4f1\uc5d0\uc11c API\ub97c \ud1b5\ud574 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud560 \uc218 \uc788\uc73c\uba70, \uc8fc\uac00, \uac70\ub798\ub7c9, \ub274\uc2a4 \ub370\uc774\ud130 \ub4f1\uc744 \ud65c\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
\uc218\uc9d1\ud55c \ub370\uc774\ud130\ub294 \uc804\ucc98\ub9ac \uacfc\uc815\uc744 \uac70\uccd0\uc57c \ud569\ub2c8\ub2e4. \uacb0\uce21\uac12 \ucc98\ub9ac, \uc815\uaddc\ud654, \uc2a4\ucf00\uc77c\ub9c1 \ub4f1\uc758 \uc791\uc5c5\uc774 \ud544\uc694\ud569\ub2c8\ub2e4. \ud2b9\ud788, \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \uacbd\uc6b0 \uc801\uc808\ud55c \uc2dc\uac04 \uc9c0\uc5f0\uc744 \uc801\uc6a9\ud558\uc5ec lagged feature\ub97c \uc0dd\uc131\ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n
\n# ARNN \ubaa8\ub378 \uad6c\ucd95 \uc608\uc81c (TensorFlow\/Keras \uc0ac\uc6a9)\nimport tensorflow as tf\nfrom tensorflow.keras.models import Sequential\nfrom tensorflow.keras.layers import LSTM, Dense, Dropout\n\nmodel = Sequential()\nmodel.add(LSTM(50, return_sequences=True, input_shape=(timesteps, features)))\nmodel.add(Dropout(0.2))\nmodel.add(LSTM(50))\nmodel.add(Dropout(0.2))\nmodel.add(Dense(1))\n\nmodel.compile(optimizer='adam', loss='mean_squared_error')\nmodel.fit(X_train, y_train, epochs=100, batch_size=32)\n<\/code><\/pre>\n\uc704\uc758 \uc608\uc81c\ucc98\ub7fc LSTM \ub808\uc774\uc5b4\ub97c \uc0ac\uc6a9\ud558\uc5ec ARNN \ubaa8\ub378\uc744 \uad6c\ucd95\ud558\uace0 \ud559\uc2b5\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
4.4 \uc804\ub7b5 \uac80\uc99d<\/h3>\n
\ubaa8\ub378 \ud559\uc2b5 \ud6c4, \uac80\uc99d \ub370\uc774\ud130\uc14b\uc744 \uc0ac\uc6a9\ud558\uc5ec \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud3c9\uac00\ud574\uc57c \ud569\ub2c8\ub2e4. \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12\uc758 \ucc28\uc774\ub97c \ubd84\uc11d\ud558\uc5ec \ubaa8\ub378\uc758 \uc2e0\ub8b0\ub3c4\ub97c \ud310\ub2e8\ud569\ub2c8\ub2e4.<\/p>\n
4.5 \uc2e4\uc804 \uac70\ub798<\/h3>\n
\ubaa8\ub378\uc774 \ucda9\ubd84\ud788 \uac80\uc99d\ub41c \uc774\ud6c4 \uc2e4\uc81c \ud2b8\ub808\uc774\ub529 \ud658\uacbd\uc5d0\uc11c \uc801\uc6a9\ud574\ubcfc \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774\ub54c, \ub9ac\uc2a4\ud06c \uad00\ub9ac\ub97c \uc704\ud574 \uc190\uc808\ub9e4 \ubc0f \ud3ec\uc9c0\uc158 \uad00\ub9ac \uc804\ub7b5\ub3c4 \ud544\uc218\uc801\uc73c\ub85c \ub9c8\ub828\ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n
5. \uacb0\ub860<\/h2>\n
\uc774\ubc88 \uae00\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uae30\ucd08\uc640 \ub300\uc548\uc801 \uc21c\ud658 \uc2e0\uacbd\ub9dd \uad6c\uc870\uc5d0 \ub300\ud574 \ub2e4\ub8e8\uc5c8\uc2b5\ub2c8\ub2e4. ARNN\uc744 \ud1b5\ud574 \uae08\uc735 \ub370\uc774\ud130\uc758 \ubcf5\uc7a1\ud55c \ud328\ud134\uc744 \uc778\uc2dd\ud558\uace0 \uc608\uce21\ud560 \uc218 \uc788\ub294 \uac00\ub2a5\uc131\uc744 \uc81c\uc2dc\ud558\uc600\uc2b5\ub2c8\ub2e4. \ub370\uc774\ud130 \ubd84\uc11d\uc5d0 \ub300\ud55c \uae4a\uc774 \uc788\ub294 \uc774\ud574\uac00 AI \uae30\ubc18 \ud2b8\ub808\uc774\ub529\uc758 \uc131\uacf5\uc5d0 \uc911\uc694\ud55c \uc694\uc18c\uc784\uc744 \uac15\uc870\ud558\uba70, \uc9c0\uc18d\uc801\uc73c\ub85c \uc0c8\ub85c\uc6b4 \uae30\uc220\uc744 \ud559\uc2b5\ud558\ub294 \uac83\uc774 \ud544\uc694\ud569\ub2c8\ub2e4.<\/p>\n